Hmm, this is making me re-think if every 5000 miles for an oil change is overkill. I bought mine with 37K miles, have a receipt for oil change at 35K from an Indy, not sure what oil was used so I did a full BMW synthetic oil and filter change at 38K and now have 42K. I was going to change it at 45K and then every 5K there after.
Above is a great point, this 6 cylinder holds almost 8quarts of oil which is almost twice the amount of a normal V6 and its a very good synthetic oil, maybe I will my intervals to 10K miles between changes, 15K still scares the crap out of me...

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2003 X5 3.0i
Premium & Sport package
Steel Gray Metallic
55K miles and counting